A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Yuriy KozachenkoViktor Troshki
所有作者
Yuriy KozachenkoViktor Troshki
文献摘要
We consider a measurable stationary Gaussian stochastic process. A criterion
for testing hypotheses about the covariance function of such a process using
estimates for its norm in the space Lp(T),p≥1, is
constructed.